Hopefully it works out for you! I've done the same in the past and had both good and bad experiences with being entrepreneurial and striking out on my own. As you say, the initial shock of "O-M-G I don't have a job" is quite different from the sense of freedom one might expect.

Right now I'm in the process of working a steady full time job while starting an indie game studio on the side, trying to get the best of both worlds, and truth be told it's very difficult (though not impossible) to do well in two things at the same time. What you're doing may ultimately lead to greater success, but of course also carries the greater risk.

Well done at being brave enough to take the leap. People can bring out their highest level of ability when their back is against the wall to produce results. Best of luck with it.